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st: RE: Johnson's Distributions


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Johnson's Distributions
Date   Thu, 4 Dec 2003 17:33:45 -0000

Your question is in two parts. I don't know 
the jargon "hard-bound", but I guess you 
mean that the support is an interval with 
finite minimum and maximum. The answer
to the first part presumably comes from 
a text on probability distributions. 

The question underlying the second part is
is whether code is available. Unless private
code is revealed, the ML problem can 
be solved more or less easily depending 
on how awkward the likelihood function is. 
But you might benefit from looking at code for other 
distributions on SSC and replacing the distribution-specific code. 
See for example -betafit-, -gammafit-, -gumbelfit-. 

I can't comment on GMM. 

Nick 
n.j.cox@durham.ac.uk 

D.Christodoulou
 
> Is it possible to translate a hard-bound frequency 
> distribution into a
> Johnson-Sb curve and estimate its shape parameters with 
> either GMM or MLE with STATA? 
> Any directions (to maybe other sources) and suggestions are 
> very welcome.

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